+95.8%
RIO vs FIVE
+31.2%
+64.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.3% |
| 7D | 0.0% | +4.3% | -4.3% | -0.7% |
| 30D | +4.0% | +12.5% | -8.5% | +2.0% |
| 3M | +0.1% | +31.2% | -31.1% | -4.0% |
| 6M | +12.7% | +14.4% | -1.7% | +9.9% |
| YTD | +35.6% | +33.9% | +1.7% | +29.1% |
| 1Y | +73.7% | +65.1% | +8.6% | +60.3% |
| 3Y | +93.3% | +49.0% | +44.3% | +74.7% |
| All | +95.8% | +31.2% | +64.6% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling